After the show, Artem admitted to E! News in an interview, "It's a very sad moment right now."

"I wish we could've gone further; I feel like Nancy deserved to go further in the competition," Artem continued. "It's sad because she's got so much more to offer. I was looking forward to next week. It came as a bit of a shock, I did not expect that."

But Nancy still called her journey on the ABC reality dancing competition an "incredible experience," which is a sentiment Artem agrees with.

"I feel like we've done what we could have done," Artem said of what the pair accomplished onDancing with the Stars. "It was really up to the audience to maybe see a different side [of us]. The one thing is nobody can take away the seven weeks we had, and that's what matters and that's what counts."

Nancy and Artem finished the night in fourth place on the leaderboard with 36 total points after receiving a score of 9 from each of the four judges.

The couple first danced to "Oh, Pretty Woman" by Roy Orbison for a tango suited for romance films as part of the theme "A Night At the Movies." However, Nancy and Artem lost their dance-off to Olympic gymnast Simone Biles and her partner Sasha Farber.

During a Tuesday morning appearance on Good Morning America, Nancy confessed she was "a little surprised" to have been eliminated from Dancing with the Stars before the semi-finals.

"I really wanted to get to the end, and I wanted to keep going and learn more," Nancy shared in the GMA studio with Artem sitting by her side. "But I knew every week there's always that chance. It's just part of the game, I guess."

Nancy also noted how the show has been "such a great platform" for her.

"I didn't realize what it was giving me and allowing me the chance to speak out about things I've been through," the former Olympian explained, referencing the story of pregnancy loss and triumph that she shared on "Most Memorable Year" week of Dancing with the Stars.

"Miscarriages and eating disorders and things that I didn't realize would touch so many people, and what an honor that is to maybe help somebody else. I had no idea I was going to do that."